+890.5%
JNJ vs VO
+833.6%
+56.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.7% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | +6.3% | +2.0% | +4.3% | +5.4% |
| 3M | +8.5% | -0.3% | +8.8% | +8.5% |
| 6M | +28.0% | +7.3% | +20.7% | +24.0% |
| YTD | +37.7% | +15.0% | +22.7% | +29.3% |
| 1Y | +47.9% | +14.7% | +33.2% | +39.0% |
| 3Y | +107.4% | +67.3% | +40.1% | +63.7% |
| 5Y | +97.7% | +38.8% | +58.9% | +66.6% |
| 10Y | +210.7% | +201.6% | +9.1% | +79.9% |
| All | +890.5% | +833.6% | +56.9% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling